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FastTree uses lots of memory with dropout on #1781

@daholste

Description

@daholste

System information

  • OS version/distro: Windows 10
  • .NET Version (eg., dotnet --info): .NET Core 2.1

Issue

  • What did you do?
    Ran FastTreeRegressor with DropoutRate > 0.

  • What happened?
    Consumed around 15 GB of memory. Memory usage increased linearly with # of trees

Running FastTreeRegressor with DropoutRate > 0 leads to much higher memory consumption than when DropoutRate = 0. It used approx 14 GB more for 200 trees, and ran into an out of memory exception for 500 trees. Perhaps there is a leak? (Turning on DropoutRate seemed to consistently cause memory footprint to rise significantly.)

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